Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47434.9 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46039.92 Kr¶

PnL: ---------------------------------------> -848.65 Kr¶

DD now: ---------------------------------> -2.457 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 12:35:27.735370'

Anic Portfolio¶

Today¶

Return: 0.001 %¶

This Week¶

Return: -0.998 %¶

Total¶

Return: 55.29 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 6.310000 3200.000000 273.000000 9.330000 2927.000000
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 15.440000 798.400000 125.400000 18.630000 673.000000
SAAB B 8 0.770000 3434.400000 57.400000 1.700000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.230000 391.100000 36.100000 10.170000 355.000000
Intrum 4 6.040000 562.200000 35.200000 6.680000 527.000000
Corem Property Group B 59 -2.100000 604.160000 27.160000 4.710000 576.999999
AcadeMedia 12 -1.230000 578.400000 21.400000 3.840000 557.000004
Boozt 12 0.430000 1675.200000 21.200000 1.280000 1653.999996
Resurs Holding 22 -1.830000 590.920000 16.920000 2.950000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Swedbank A 3 -0.930000 574.350000 10.350000 1.840000 564.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Securitas B 6 -0.390000 576.480000 6.480000 1.140000 570.000000
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Karnov Group 9 -0.670000 537.300000 1.300000 0.240000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.480000 246.480000 0.480000 0.200000 246.000000
Creaspac SPAC 6 -0.100000 576.600000 -0.400000 -0.070000 577.000002
Nordea Bank Abp 29 -0.740000 3443.460000 -10.540000 -0.310000 3453.999992
Handelsbanken A 5 -0.970000 534.500000 -11.500000 -2.110000 546.000000
CTEK 13 -1.470000 521.300000 -12.700000 -2.380000 533.999999
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -3.430000 540.000000 -34.000000 -5.920000 574.000000
International Petroleum Corp. 5 -0.630000 549.000000 -45.570000 -7.660000 594.565215
Beijer Electronics Group 26 -7.450000 2906.800000 -64.200000 -2.160000 2971.000006
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 0.510000 1410.300000 -253.700000 -15.250000 1663.999992
Axfood 13 -3.200000 3461.900000 -294.100000 -7.830000 3756.000001
Ovzon 52 0.380000 2771.600000 -590.400000 -17.560000 3361.999992
TOTAL 46039.920000 -848.650000 -2.45732% 46888.564618

Updated:¶

'2023-01-26 12:35:40.519100'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶